-24.9%
PFH vs SPY
+81.0%
-105.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.6% |
| 7D | -0.5% | -0.4% | -0.1% | -0.3% |
| 30D | -2.8% | -1.4% | -1.4% | -2.4% |
| 3M | -5.0% | +3.7% | -8.7% | -6.2% |
| 6M | -8.4% | +13.0% | -21.4% | -12.2% |
| YTD | -7.8% | +12.4% | -20.2% | -11.4% |
| 1Y | -11.8% | +18.5% | -30.3% | -16.8% |
| 3Y | -7.0% | +77.6% | -84.6% | -25.1% |
| 5Y | -24.9% | +81.7% | -106.6% | -41.1% |
| All | -24.9% | +81.0% | -105.9% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling